numerical instability
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- Information Technology > Artificial Intelligence > Machine Learning > Statistical Learning (1.00)
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Embracing the chaos: analysis and diagnosis of numerical instability in variational flows
In this paper, we investigate the impact of numerical instability on the reliability of sampling, density evaluation, and evidence lower bound (ELBO) estimation in variational flows. We first empirically demonstrate that common flows can exhibit a catastrophic accumulation of error: the numerical flow map deviates significantly from the exact map---which affects sampling---and the numerical inverse flow map does not accurately recover the initial input---which affects density and ELBO computations. Surprisingly though, we find that results produced by flows are often accurate enough for applications despite the presence of serious numerical instability. In this work, we treat variational flows as chaotic dynamical systems, and leverage shadowing theory to elucidate this behavior via theoretical guarantees on the error of sampling, density evaluation, and ELBO estimation. Finally, we develop and empirically test a diagnostic procedure that can be used to validate results produced by numerically unstable flows in practice.
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- Information Technology > Artificial Intelligence > Machine Learning > Statistical Learning (1.00)
- Information Technology > Artificial Intelligence > Representation & Reasoning > Uncertainty (0.93)
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Power Transform Revisited: Numerically Stable, and Federated
Power transforms are popular parametric techniques for making data more Gaussian-like, and are widely used as preprocessing steps in statistical analysis and machine learning. However, we find that direct implementations of power transforms suffer from severe numerical instabilities, which can lead to incorrect results or even crashes. In this paper, we provide a comprehensive analysis of the sources of these instabilities and propose effective remedies. We further extend power transforms to the federated learning setting, addressing both numerical and distributional challenges that arise in this context. Experiments on real-world datasets demonstrate that our methods are both effective and robust, substantially improving stability compared to existing approaches.
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On the emergence of numerical instabilities in Next Generation Reservoir Computing
Santos, Edmilson Roque dos, Bollt, Erik
Next Generation Reservoir Computing (NGRC) is a low-cost machine learning method for forecasting chaotic time series from data. However, ensuring the dynamical stability of NGRC models during autonomous prediction remains a challenge. In this work, we uncover a key connection between the numerical conditioning of the NGRC feature matrix -- formed by polynomial evaluations on time-delay coordinates -- and the long-term NGRC dynamics. Merging tools from numerical linear algebra and ergodic theory of dynamical systems, we systematically study how the feature matrix conditioning varies across hyperparameters. We demonstrate that the NGRC feature matrix tends to be ill-conditioned for short time lags and high-degree polynomials. Ill-conditioning amplifies sensitivity to training data perturbations, which can produce unstable NGRC dynamics. We evaluate the impact of different numerical algorithms (Cholesky, SVD, and LU) for solving the regularized least-squares problem.
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Reviews: Numerically Accurate Hyperbolic Embeddings Using Tiling-Based Models
The paper touches an issue that is very important and most likely the reason why hyperbolic embeddings have not been adopted widely. From my experience, hyperbolic embeddings sometimes have catastrophic results compared with competing methods. This is because of numerical instabilities. The paper is very well written with a lot of theoretical and empirical results. The solutions the authors provide is theoretically proven and very well documented.
Embracing the chaos: analysis and diagnosis of numerical instability in variational flows
In this paper, we investigate the impact of numerical instability on the reliability of sampling, density evaluation, and evidence lower bound (ELBO) estimation in variational flows. We first empirically demonstrate that common flows can exhibit a catastrophic accumulation of error: the numerical flow map deviates significantly from the exact map---which affects sampling---and the numerical inverse flow map does not accurately recover the initial input---which affects density and ELBO computations. Surprisingly though, we find that results produced by flows are often accurate enough for applications despite the presence of serious numerical instability. In this work, we treat variational flows as chaotic dynamical systems, and leverage shadowing theory to elucidate this behavior via theoretical guarantees on the error of sampling, density evaluation, and ELBO estimation. Finally, we develop and empirically test a diagnostic procedure that can be used to validate results produced by numerically unstable flows in practice.
Stabilizing the Kumaraswamy Distribution
Wasserman, Max, Mateos, Gonzalo
Large-scale latent variable models require expressive continuous distributions that support efficient sampling and low-variance differentiation, achievable through the reparameterization trick. The Kumaraswamy (KS) distribution is both expressive and supports the reparameterization trick with a simple closed-form inverse CDF. Yet, its adoption remains limited. We identify and resolve numerical instabilities in the inverse CDF and log-pdf, exposing issues in libraries like PyTorch and TensorFlow. We then introduce simple and scalable latent variable models based on the KS, improving exploration-exploitation trade-offs in contextual multi-armed bandits and enhancing uncertainty quantification for link prediction with graph neural networks. Our results support the stabilized KS distribution as a core component in scalable variational models for bounded latent variables.
Embracing the chaos: analysis and diagnosis of numerical instability in variational flows
In this paper, we investigate the impact of numerical instability on the reliability of sampling, density evaluation, and evidence lower bound (ELBO) estimation in variational flows. We first empirically demonstrate that common flows can exhibit a catastrophic accumulation of error: the numerical flow map deviates significantly from the exact map -- which affects sampling -- and the numerical inverse flow map does not accurately recover the initial input -- which affects density and ELBO computations. Surprisingly though, we find that results produced by flows are often accurate enough for applications despite the presence of serious numerical instability. In this work, we treat variational flows as dynamical systems, and leverage shadowing theory to elucidate this behavior via theoretical guarantees on the error of sampling, density evaluation, and ELBO estimation. Finally, we develop and empirically test a diagnostic procedure that can be used to validate results produced by numerically unstable flows in practice.
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Fast evaluation of spherical harmonics with sphericart
Bigi, Filippo, Fraux, Guillaume, Browning, Nicholas J., Ceriotti, Michele
Spherical harmonics provide a smooth, orthogonal, and symmetry-adapted basis to expand functions on a sphere, and they are used routinely in physical and theoretical chemistry as well as in different fields of science and technology, from geology and atmospheric sciences to signal processing and computer graphics. More recently, they have become a key component of rotationally equivariant models in geometric machine learning, including applications to atomic-scale modeling of molecules and materials. We present an elegant and efficient algorithm for the evaluation of the real-valued spherical harmonics. Our construction features many of the desirable properties of existing schemes and allows to compute Cartesian derivatives in a numerically stable and computationally efficient manner. To facilitate usage, we implement this algorithm in sphericart, a fast C++ library which also provides C bindings, a Python API, and a PyTorch implementation that includes a GPU kernel.